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Description
What kind of problems is it mostly used for? Please describe.
Semidiscrete EP problems.
Describe the algorithm you’d like
Classical ABA scheme.
Other implementations to know about
I think all EP codes have it.
References
- G. I. Marchuk, On the theory of the splitting-up method., in Numerical Solution of Partial
Differential Equations-II, Academic Press, 1971, pp. 469 – 500. - G. Strang, On the construction and comparison of difference schemes, SIAM Journal on
Numerical Analysis, 5 (1968), pp. 506–517